The sequential quadratic programming (SQP) code of [95] was also
adapted and used as an alternative solution method. This code employs the
Han Powell [82] variable metric method with the watchdog
technique [18]. It replaces the objective
with its quadratic approximation and the constraints with linear functions.
The resultant quadratic programming problem is then solved to determine a
feasible direction of descent that satisfies the active constraints.
Once such a direction is found, a robust line search algorithm selects the
size of the parameters update step.